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Financial Innovation

Table 2 The expected rates of return model: modified GVM

From: Exploring the growth value equity valuation model with data visualization

 

Coefficient

Standard error

t statistic

P value

lnλ

0.0195

0.00186

10.5

1.26E−17

Coeffcient \(b\)

0.0345

0.00245

14.1

3.93E−25

Coeffcient \(c\)

1.05

0.07877

13.3

1.13E−23

  1. λ = 1.020, ROE upper bound = 5.9, ROE lower bound = 0.6
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